+154.7%
QLD vs IAU
+110.6%
+44.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +5.0% | +6.1% |
| 7D | -1.4% | +4.9% | -6.3% | -3.3% |
| 30D | -19.6% | -1.4% | -18.2% | -19.1% |
| 3M | -14.1% | -4.8% | -9.4% | -12.6% |
| 6M | -13.6% | -12.5% | -1.1% | -10.0% |
| YTD | +12.5% | -4.2% | +16.7% | +14.9% |
| 1Y | +13.1% | +3.1% | +10.0% | +13.5% |
| 3Y | +154.7% | +110.0% | +44.7% | +90.2% |
| All | +154.7% | +110.6% | +44.2% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IAU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling